+3.3%
SWK vs RGEN
+433.1%
-429.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | -0.4% | -4.9% | +4.5% | +0.8% |
| 30D | -5.7% | +5.7% | -11.4% | -7.2% |
| 3M | +24.1% | +32.4% | -8.4% | +14.3% |
| 6M | +24.7% | +33.2% | -8.5% | +13.9% |
| YTD | +33.9% | +2.3% | +31.7% | +31.0% |
| 1Y | +34.7% | +39.0% | -4.3% | +20.6% |
| 3Y | +15.3% | -4.6% | +19.9% | +9.5% |
| 5Y | -39.3% | -42.7% | +3.4% | -38.8% |
| All | +3.3% | +433.1% | -429.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling